# Probe 2: Subsample Coefficient Heterogeneity

## A. Z₁ by Sample

| Specification | Sample | Z₁ Coef | Z₁ SE | Z₁ p-val | N | Countries |
|---------------|--------|---------|-------|----------|---|-----------|
| Simple (4 ctrls) | Original 69 | 5.66 | 16.62 | 0.733 | 1979 | 68 |
| Simple (4 ctrls) | Added countries | 44.02** | 19.29 | 0.023 | 1890 | 71 |
| Simple (4 ctrls) | Full 140 | 23.21* | 12.62 | 0.066 | 3869 | 139 |
| Full (7 ctrls) | Original 69 | 15.26 | 21.74 | 0.483 | 1316 | 66 |
| Full (7 ctrls) | Added countries | 32.30 | 22.57 | 0.153 | 1379 | 71 |
| Full (7 ctrls) | Full 140 | 19.03 | 16.12 | 0.238 | 2695 | 137 |

## B. Interaction Test: Z×I(added72) on Full 140

| Specification | Variable | Coef | SE | p-val |
|---------------|----------|------|----|-------|
| Simple (4 ctrls) | Z_1_x_added | 50.52** | 24.54 | 0.040 |
| Simple (4 ctrls) | Z_2_x_added | -7.76** | 3.72 | 0.037 |
| Simple (4 ctrls) | Z_3_x_added | 0.32** | 0.15 | 0.037 |
| Simple (4 ctrls) | Joint F-test (q=3) | 4.31*** | — | 0.005 |
| Full (7 ctrls) | Z_1_x_added | 22.38 | 31.72 | 0.481 |
| Full (7 ctrls) | Z_2_x_added | -3.33 | 4.74 | 0.482 |
| Full (7 ctrls) | Z_3_x_added | 0.13 | 0.19 | 0.492 |
| Full (7 ctrls) | Joint F-test (q=3) | 0.49 | — | 0.690 |

## C. Z₁ by Region (Added Countries Only, Simple 4-Control Spec)

| Region | Z₁ Coef | Z₁ SE | Z₁ p-val | Countries |
|--------|---------|-------|----------|-----------|
| E.Eur/Caucasus | 34.00 | 81.27 | 0.676 | 9 |
| EU-10 | 84.85 | 67.78 | 0.212 | 10 |
| LatAm | -9.04 | 42.55 | 0.832 | 10 |
| MENA/C.Asia | 35.28 | 29.13 | 0.227 | 15 |
| Other | — | — | — | 0 |
| S/SE Asia | 23.20 | 44.50 | 0.603 | 9 |
| SSA-ext | 40.89 | 55.80 | 0.464 | 17 |
